The Buddhist concept of mudita, “sympathetic joy” or “happiness in another’s good fortune,” is cited as an example of the opposite of schadenfreude.[13][14] Alternatively, envy, which is unhappiness in another’s good fortune, could be considered the counterpart of schadenfreude. Completing the quartet is “unhappiness at another’s misfortune”, which may be termed empathy, pity or compassion.
The transposed variant “Freudenschade” seems to have been multiply invented to mean sorrow at another person’s success

In the Nicomachean Ethics, Aristotle used the term epikhairekakia (alternatively epikairekakia; ἐπιχαιρεκακία in Greek) as part of a triad of terms, in which epikhairekakia stands as the opposite of phthonos, and nemesis occupies the mean. Nemesis is “a painful response to another’s undeserved good fortune,” while phthonos is “a painful response to any good fortune,” deserved or not. The epikhairekakos person actually takes pleasure in another’s ill fortune

During the 17th century, Robert Burton wrote in his work The Anatomy of Melancholy, “Out of these two [the concupiscible and irascible powers] arise those mixed affections and passions of anger, which is a desire of revenge; hatred, which is inveterate anger; zeal, which is offended with him who hurts that he loves; and ἐπιχαιρεκακία, a compound affection of joy and hate, when we rejoice at other men’s mischief, and are grieved at their prosperity; pride, self-love, emulation, envy, shame, &c., of which elsewhere.”[19]
Susan Sontag’s book “Regarding the Pain of Others”, published in 2003, is a study of the issue of how the pain/misfortune of some affects others, namely whether war photography and war paintings can be helpful as anti-war tools or if they only serve some sense of schadenfreude in some viewers.
Philosopher and sociologist Theodor Adorno defined schadenfreude as “largely unanticipated delight in the suffering of another which is cognized as trivial and/or appropriate.”

I’m with @faye on this one too. I think the word for “being sad that someone else is really happy” would be envy or jealousy. At least that’s generally what’s at the root of someone begrudging someone else their happiness.

One more: You’ll have to ask a German speaking person but it might actually be something like freudenshaden. Shaden means to damage or harm, and freude is joy, it seems. (I looked up the etymology, it’s not cheating, but I’m not going to pretend it’s something I already knew.) So rather than schadenfreude, feeling joy in someone else’s damage, the term freudenshaden would or could or maybe might mean something like “the feeling of wanting to damage someone else’s joy”.